Jack's Lemony Narrator moments, especially when he has to provide on-the-spot lampshades for what went against the planned script. This is no more gloriously demonstrated than in the episode "Baby Face Bogart", with guest star Humphrey Bogart.
The classic "Jack Benny Program" moment, supposedly the longest laugh ever recorded, came when Jack Benny, always known as a skinflint and cheapskate, is mugged:
Mugger: Don't make a move, this is a stickup. Now, come on—your money or your life.
Crowd starts laughing at the pregnant pause.
Mugger: Look, bud! I said, your money or your life!
An even bigger laugh came on the night of January 8, 1950. Early in the episode Don Wilson flubbed a line about newspaper columnist Drew Pearson, referring to him as "Drear Pooson". This got a huge laugh from the audience and the rest of the cast. Sensing a golden opportunity, the show's writers summoned actor Frank Nelson (the "Yeeeeeees?" guy), who was due to appear as a hotel doorman later in the episode, backstage. They gave him a new line of dialogue to deliver in place of what was in the original script. The results were as follows:
Benny: Say, mister...are you the doorman?
Nelson: Who do you think I am in this uniform...Dreeeear Pooson?
At this, Benny literally fell off the stage laughing and the audience went nuts while he tried to compose himself.
Speaking of Jack Benny and his violin, he had the world's greatest violinists, like Jascha Heifetz and Isaac Stern, on his program where he not only compared his skills with them, but went on to play duets for added effect, which makes his violin playing all the funnier. This one is nothing short of pure audacity:
Benny (after a round of playing with Heifetz): "Honest, folks, can you tell the difference?" (Even announcer Edward Arnold is laughing in splits at this stage...)
According to friends like George Burns, many moments were this to Jack Benny, who was always engaged in a friendly battle of jokes with Burns. Benny always tried to get Burns to laugh with a gag and often failed, but Benny would crack up at almost any joke. One such story told by Burns involves Benny lighting a cigar. As he pulled out a box of matches, Burns quipped, "Oh, and here goes Jack Benny performing the famous match trick!" Once a confused Benny lit up, Burns then said: "Aha! A new ending!" Moments later, Jack Benny was doubled over, convulsed in laughter.
The classic violin duet (duel?) bit between Jack and songstress Gisele MacKenzie.
The Christmas Episode where Jack goes shopping for gifts. His interactions with Mel Blanc (who goes into ever-increasing Sanity Slippage) about the wallet and card for Don Wilson are just the tip of the iceberg. Along that we have:
The masked gunman pointing Jack to the jewelry department and Jack wondering if there's still a nice selection.
Rochester explaining to one clerk via process of elimination what kind of man Jack is.
Dennis Day's interaction with another clerk.
Don Wilson sitting in Santa's lap.
Jack buying a nightgown for his sister. "Da loops!"